+34.2%
ECHO vs NVD
-27.4%
+61.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.7% | -2.0% |
| 7D | +4.6% | +15.0% | -10.4% | +7.6% |
| 30D | +0.4% | +39.3% | -38.9% | +7.6% |
| 3M | +7.7% | +3.1% | +4.5% | +10.5% |
| 6M | -18.0% | -19.0% | +0.9% | -17.0% |
| YTD | -9.3% | -35.5% | +26.3% | -11.3% |
| 1Y | +34.2% | -30.2% | +64.4% | +31.6% |
| All | +34.2% | -27.4% | +61.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling